You are in : Home » Results & submissions » Select UOA » 18 - Economics and Econometrics » View submission: City University London » Outputs » Detail

Output details

18 - Economics and Econometrics

Output 40 of 54 in the submission

Article title

Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects

Type

D - Journal article

DOI

Title of journal

Journal of Financial Econometrics

Article number

Volume number

Issue number

First page of article

591

ISSN of journal

1479-8417

Year of publication

2012

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Citation count

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract